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ING Global Resources I (IGRIX)
On
Dec 11
:
17.27
0.02
(0.12%)
MORE ON IGRIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
38.08%
Worst 1 Yr Total Return
(2008)
:
-40.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGRIX
Category
Alpha (against Standard Index)
10.51
10.94
Beta (against Standard Index)
1.11
1.22
Mean Annual Return
1.55
0.47
R-squared (against Standard Index)
56
56.25
Standard Deviation
29.31
32.35
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.66
N/A
5 Years
Statistic
IGRIX
Category
Alpha (against Standard Index)
13.33
12.67
Beta (against Standard Index)
1.14
1.23
Mean Annual Return
11.89
1.21
R-squared (against Standard Index)
43
48.54
Standard Deviation
27.93
28.58
Sharpe Ratio
0.44
N/A
Treynor Ratio
7.81
N/A
10 Years
Statistic
IGRIX
Category
Alpha (against Standard Index)
11.38
14.86
Beta (against Standard Index)
0.88
0.97
Mean Annual Return
10.02
1.31
R-squared (against Standard Index)
36
38.96
Standard Deviation
23.56
25.53
Sharpe Ratio
0.40
N/A
Treynor Ratio
8.07
N/A
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